| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1320140.0942 | 1304899.5559 | 15240.5383 | 1374402.4703 | 2191997.4604 | -817594.9901 |
| Total P&L (%) | 1320.1401 | 1304.8996 | 15.2405 | 1374.4025 | 2191.9975 | -817.595 |
| Avg Daily Profit (%) | 0.7281 | 0.7197 | 0.0084 | 0.1485 | 0.1729 | 0 |
| Buy And Hold Return (%) | 526.4187 | 526.4187 | 526.4187 | 526.4187 | 526.4187 | 526.4187 |
| Max Trade Drawdown | -89148 | -73534 | -72140 | -2978401 | -1785315 | -1665809 |
| Profit Factor | 2.8709 | 5.0855 | 1.0395 | 1.1252 | 1.4373 | 0.863 |
| Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
| Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
| Losing Trades | 73 | 40 | 33 | 73 | 40 | 33 |
| Profitability (%) | 34.8214 | 28.5714 | 41.0714 | 34.8214 | 28.5714 | 41.0714 |
| Ratio Avg Win / Avg Loss | 5.3738 | 12.7138 | 1.4914 | 2.1061 | 3.5931 | 1.2382 |
| Largest Winning Trade | 848009 | 848009 | 76382 | 2118041 | 2118041 | 1071887 |
| Largest Losing Trade | -56062 | -20297 | -56062 | -767078 | -688794 | -767078 |
| Avg Bars in Trades | 191 | 179 | 203 | 191 | 179 | 203 |
| Avg Bars in Winners | 380 | 376 | 383 | 380 | 376 | 383 |
| Avg Bars in Losers | 90 | 100 | 79 | 90 | 100 | 79 |
| Bars Traded | 21447 | 10025 | 11422 | 21447 | 10025 | 11422 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 319624 | -177766 | -708024 | -85168 | -186643 | -762638 |
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21758,
"evaluation_days": 1813.17,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602331200000,
"last_datapoint_time": 1757448000000,
"evaluation_time": 1757451489739,
"expiration_time": 1763087673600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 220,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 180,
"offset": 0
}
}
}
{
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
1320140.0942439884,
1304899.5559297428,
15240.538314245,
1374402.470289731,
2191997.4604391027,
-817594.9901493727
],
[
1320.140094,
1304.899556,
15.240538,
1374.40247,
2191.99746,
-817.59499
],
[
0.728084,
0.719679,
0.008405,
0.148515,
0.172886,
0
],
[
526.418739,
526.418739,
526.418739,
526.418739,
526.418739,
526.418739
],
[
-89148,
-73534,
-72140,
-2978401,
-1785315,
-1665809
],
[
2.870945,
5.085524,
1.039462,
1.125163,
1.437256,
0.862999
],
[
112,
56,
56,
112,
56,
56
],
[
39,
16,
23,
39,
16,
23
],
[
73,
40,
33,
73,
40,
33
],
[
34.821429,
28.571429,
41.071429,
34.821429,
28.571429,
41.071429
],
[
5.373821,
12.713811,
1.491402,
2.106075,
3.593139,
1.238215
],
[
848009,
848009,
76382,
2118041,
2118041,
1071887
],
[
-56062,
-20297,
-56062,
-767078,
-688794,
-767078
],
[
191,
179,
203,
191,
179,
203
],
[
380,
376,
383,
380,
376,
383
],
[
90,
100,
79,
90,
100,
79
],
[
21447,
10025,
11422,
21447,
10025,
11422
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
319624,
-177766,
-708024,
-85168,
-186643,
-762638
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21758,
"evaluation_days": 1813.17,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1602331200000,
"last_datapoint_time": 1757448000000,
"evaluation_time": 1757451489739,
"expiration_time": 1763087673600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 220,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 180,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|